+29.6%
SNOW vs GDDY
+31.6%
-2.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.4% |
| 7D | -2.4% | -3.2% | +0.8% | -0.7% |
| 30D | -1.0% | +6.8% | -7.8% | -6.5% |
| 3M | +36.9% | +30.5% | +6.4% | +7.6% |
| 6M | +83.4% | +13.3% | +70.0% | +58.6% |
| YTD | +50.0% | -21.0% | +70.9% | +68.3% |
| 1Y | +46.5% | -34.0% | +80.5% | +88.9% |
| 3Y | +93.3% | +33.1% | +60.3% | +27.4% |
| 5Y | +3.3% | +30.3% | -27.0% | -27.8% |
| All | +29.6% | +31.6% | -2.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling